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Portfolio Management (FNCE90050)

Graduate courseworkPoints: 6.25Not available in 2019

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Year of offerNot available in 2019
Subject levelGraduate coursework
Subject codeFNCE90050
FeesSubject EFTSL, Level, Discipline & Census Date

Investment principles, philosophies and processes. Advanced practical applications of modern portfolio theory; the capital asset pricing model; and arbitrage pricing theory. Asset allocation; passive indexed portfolios; actively managed portfolios; and market neutral portfolios. Students will solve practical problems using the appropriate software.

Intended learning outcomes

On successful completion of this subject, students should be able to:

  • Develop an investment process that is consistent with a given set of beliefs about the efficiency or inefficiency of financial markets;
  • Use advanced applications of modern portfolio theory to design portfolios that are well aligned with investors' objectives;
  • Apply different types of commercially available factor models to structure portfolios with desirable risk characteristics.

Generic skills

On successful completion of this subject, students should have improved the following generic skills:

  • Oral communication
  • Written communication
  • Collaborative learning
  • Problem solving
  • Team work
  • Statistical reasoning
  • Application of theory to practice
  • Interpretation and analysis
  • Critical thinking
  • Synthesis of data and other information
  • Evaluation of data and other information
  • Using computer software
  • Accessing data and other information from a range of sources

Last updated: 9 November 2018